-19.5%
TLT vs TTD
+401.9%
-421.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.5% | +0.2% |
| 7D | -0.4% | +6.3% | -6.8% | -0.4% |
| 30D | -0.6% | -23.9% | +23.3% | -0.6% |
| 3M | -2.7% | -31.4% | +28.7% | -2.8% |
| 6M | -5.6% | -42.7% | +37.0% | -5.7% |
| YTD | -2.8% | -62.0% | +59.2% | -2.8% |
| 1Y | -1.4% | -72.2% | +70.8% | -1.5% |
| 3Y | -1.6% | -81.9% | +80.4% | -1.8% |
| 5Y | -33.8% | -81.5% | +47.7% | -33.8% |
| All | -19.5% | +401.9% | -421.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling